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The application of methods of the decision making theory on a capital market
Bulíčková, Petra ; Borovička, Adam (advisor) ; Kuncová, Martina (referee)
The primary subject of this bachelor thesis is to expound an application of the multiple criteria decision making theory on a particular real situation on the capital market. The first part of the work is dedicated to theoretical description of the capital market, mainly of the system of stock exchange and the characterization of one instrument traded on this market -- the share. The system of trading on Prague Stock Exchange (PSE) is described more specifically. Work continues with short description of continuous multiple criteria decision making and particular mathematical models of methods of this decision making theory. In the second part described methods are applied in searching for a purchase investment strategy of shares traded on PSE in terms of System for Support of the Share and Bond Markets. Achieved results are shortly commented in connection to methods of solution
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An optimization of lunch distribution
Václavů, Tomáš ; Fábry, Jan (advisor) ; Borovička, Adam (referee)
The purpose of this bachelor thesis is optimization of lunch distribution. At first the company and the task for optimization will be introduced. Then real are modified to be used for optimization. A distance matrix is created with suitable reduction of requests to easier the problem. In the theoretical part the suitable models of vehicle routing problem will be introduced with an extension to vehicle routing problem with time windows. Chosen model is fitted to our problem to count the solution. There is a real data software optimization. To find the best feasible solution we use different software products. Usable solution will be tested in probationary distribution after check. Finally there is a request of feedback.
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Solution of selected problems from operations research in Matlab
Dubový, Vojtěch ; Zouhar, Jan (advisor) ; Borovička, Adam (referee)
The bachelor thesis is dealing with the solution of optimalization tasks selected from operational research within the framework of the general computing environment Matlab. The reader is given information about working environment, basic procedure of dealing with practical tasks and problem solving within operational research. Tasks solutions were achieved by taking advantage of some Toolboxes, for example Optimalisation Toolbox and Yalmip Toolbox. The focus of the work is to present readers with a compact volume of knowledge so that they are able to deal with optimalization tasks in the computing environment Matlab.
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Volatility Modeling of the PX Index
Dvořáčková, Anna ; Borovička, Adam (advisor) ; Zouhar, Jan (referee)
This thesis is focused on modeling of the real financial time series of the PX Index using linear and nonlinear volatility models. In the theoretical part the major terms and typical properties of the financial time series are presented and it is followed by the theoretical description of the linear and nonlinear volatility models including a general volatility model building. The key part of this thesis is the practical application of chosen linear and nonlinear volatility models on the time series of log returns of the PX Index. By using the real data set we verify if the volatility models are really capable of explaining the theoretical properties of the financial time series, such as volatility clustering, leptokurtic distribution and leverage effect.
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Multi-criteria Optimization in Project Management
Křenková, Michaela ; Fiala, Petr (advisor) ; Borovička, Adam (referee)
Multi-criteria decision making is a common issue in everyday life. If the decision doesn't have a significant impact on the future of the company, it is possible to decide intuitively. However, if they do have such an impact, it is sensible to use decision methods. A company implementing changes via projects might find itself in a situation, where it doesn't have enough resources to execute all projects at once and therefore the company has to decide which projects shall be executed, when and in which order. The choice of an appropriate method also depends on other factors. If the company has strictly defined restrictions it is possible to use multi-criteria programming methods; if the company wants to know the order in which to execute the projects, it will use one of the methods of multicriteria evaluation of options. If there are multiple decision-makers, whose decisions might vary, it is possible to use team expert choice methods. The next important task after choosing the project selection method is to prepare project plans, also based on appropriate methodology.
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Simulation methods and risk management
Šemnická, Eliška ; Kuncová, Martina (advisor) ; Borovička, Adam (referee)
Project management is a field in which risk management can be applied. There must be a business case for any project to recognize its benefits for the company. A business case generally uses point estimation of input parameters and evaluates financial criteria for individual variants such as the net present value, pay-back period or internal rate of return. A simulation enables to design a model for the business case analysis while making use of the probability distribution. The model then turns from a deterministic into a stochastic one. The Monte Carlo simulation method, calculating a large number of variants, is employed in projects. The simulation can identify major risk factors, assess their probability and the significance of the impact on the evaluated financial criterion. The analysis outputs suggested by the simulation are the fundamentals of proper risk management. The Crystal Ball simulation software was employed for the calculation in this thesis.
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Reform of pension system and optimization models
Pracný, Jakub ; Kuncová, Martina (advisor) ; Borovička, Adam (referee)
Pension reform is nowadays one of the most discuss economic topics among professional public. Almost every OECD country is pressured to make pension reform, because of rapid changes in demographic structure. This article is trying described basic options for pension reform. The main effort is to compare the parameters setting of these options. The first part is describing what optimization model is and how to solve it. The second part describes pension models and shows necessity for pension reform in the Czech Republic. The third part is optimization model for PAYGO system in the Czech Republic. The fourth part describes pension systems in OECD and Latin American countries. It also shows undertaken pension reforms in some of these countries. The fifth part defines theoretical approach to pension reforms by citing and summarizing articles form experts on pension systems. The sixth part is describing proposal for Czech pension reform. It is also comparing the setting of this proposal with previously described systems. It also shows influence of parameters on sustainability of system, revenues of participants and expenses of government. In conclusion, article also discusses the influence of pension reform on family relations. This part of article is mainly based on work of world famous economist Gary S. Becker.
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The Depandance of Development of Shares on Technical Analysis Indicators
Baše, Tomáš ; Kuncová, Martina (advisor) ; Borovička, Adam (referee)
The aim of the Thesis is to determine the influence of technical analysis to the profitability of shares by O2 Telefónica, Komerční banka and ČEZ whan applied to a predeterminated trading model and judge the validity of Efective Markets Theory. It will be also followed up the influence of trading signals of technical indicators on the shape and characteristics of conditional distribution set by those signals. The Crystal Ball was used as the main software tool. This software dispose of all tools necesarry for the analysis. There is also desribed the theoretical background of areas like shares, technical analysis, random quantity distribution, generating of random numbers and other related areas in the Thesis, so the reader who does not understand the problemacy could understand the best.
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Delivery modes of courier and transport companies
Hradecký, Ondřej ; Fábry, Jan (advisor) ; Borovička, Adam (referee)
A great number of transport and courier companies exist in Czech Republic. Each of these companies offers their customers the opportunity to send all kinds of shipment to places located in our country or almost anywhere in the world. This thesis is divided into two main parts. In the first part, there is a theoretical description of two models of distribution tasks, which are relevant in terms of transport and courier services. After this theoretical description the approximation of the models to reality is made. Individual parts of the models are described on a particular situation in two different companies. The second part of the thesis presents a brief overview of courier and transport companies and the description of delivery modes from which customers can choose. Companies such as the international company DHL, PPL, Česká pošta and EPS are mentioned. Both parts of work focus on the description of time windows and penalizations associated with them.
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Multiple Criteria Decision Making of Stocks Traded in Terms of SPAD
Borovička, Adam ; Kuncová, Martina (advisor) ; Jiříček, Petr (referee)
The subject of the diploma paper is multiple criteria analysis of stocks traded on Prague Stock Exchange in terms of System for Support of the Share and Bond Markets. The first part of theoretical passage discusses an introduction of exchange markets with an emphasis on Czech surrounding. The next extensive segment enters on decision making theory. In this chapter we can study basic ideas and connections in multiple criteria decision making. The most comprehensive section is created by theoretical study of methods in multiple criteria decision making. The last partition deals with share's analysis which is based on an application of suitable methodical approaches developed theoretically more closely in previous parts of the diploma paper. The main goal of the paper represents a release of investment recommendation for a potential investor decided to insert his free financial means into some of the most liquid stocks on Prague Stock Exchange.
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